Advice from a document at the Department of Mathematics and Statistics, University of Victoria. Compiled by Gary MacGillivray.
(a) Be responsible for your own learning. Know your own learning style and use it in studying. Don't give up on concepts you don't understand. It is never too late. Mathematics is logical and cumulative. The more material from previous courses and from earlier in current courses that you understand, the better equipped you are to understand what comes next, connect it to other material, and apply it in different contexts.
(b) Get out a pencil and paper, and try to work through every step of each example or proof rather than trying to read your text or notes like a novel. If you get stuck, don't give up.
(c) Understanding beats memorizing. If you understand, then you'll remember. Unfortunately, it doesn't work the other way around. The first step in grasping a definition or theorem is being able to write it down, precisely, without any help. Trying to apply concepts when you're struggling to remember what the words mean is a tough battle. Be kind to yourself. Learn the vocabulary and the methods.
(d) Learn from your mistakes. If you make a mistake, try to understand what went sideways, and then take steps to improve your understanding of that. Keep going until you're atisfied that you really understand. Go over returned class work and try to take advantage of the feedback you've been given. It will help you identify concepts or techniques that need more attention. Do the same with practice questions.
(e) Get help right away. When you're having trouble with something, go for help on the same day if possible, and don't wait longer than the next day that help is available.